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Two new estimators for the proportion of true null hypotheses in multiple test.

Authors :
Qiao, Yunxuan
Yu, Wei
Xu, Wangli
Source :
Journal of Statistical Computation & Simulation; Mar2017, Vol. 87 Issue 4, p712-723, 12p
Publication Year :
2017

Abstract

In multiple hypothesis test, an important problem is estimating the proportion of true null hypotheses. Existing methods are mainly based on thep-values of the single tests. In this paper, we propose two new estimations for this proportion. One is a natural extension of the commonly used methods based onp-values and the other is based on a mixed distribution. Simulations show that the first method is comparable with existing methods and performs better under some cases. And the method based on a mixed distribution can get accurate estimators even if the variance of data is large or the difference between the null hypothesis and alternative hypothesis is very small. [ABSTRACT FROM PUBLISHER]

Details

Language :
English
ISSN :
00949655
Volume :
87
Issue :
4
Database :
Complementary Index
Journal :
Journal of Statistical Computation & Simulation
Publication Type :
Academic Journal
Accession number :
120493560
Full Text :
https://doi.org/10.1080/00949655.2016.1223297